Quantitative Credit Portfolio Management by Arik Ben Dor, Lev... - 9781118117699

Quantitative Credit Portfolio ManagementPractical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk\nAuthor(s): Arik Ben Dor, Lev Dynkin, Jay Hyman, Bruce D. Phelps\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9781118117699, 978-1118117699\nSynopsis\nAn innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts.\n\n A targeted volume in the area of credit, this reliable resource contains some .